+22.5%
BMY vs FITB
+133.7%
-111.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -3.3% | +2.8% | -6.2% | -4.0% |
| 30D | 0.0% | -4.5% | +4.5% | +1.0% |
| 3M | +17.7% | +5.7% | +12.1% | +16.0% |
| 6M | +9.6% | +17.1% | -7.5% | +5.4% |
| YTD | +24.0% | +18.3% | +5.6% | +18.4% |
| 1Y | +45.1% | +23.9% | +21.2% | +36.8% |
| 3Y | +22.5% | +131.1% | -108.6% | +1.1% |
| All | +22.5% | +133.7% | -111.2% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling